+5.0%
ROP vs S
-52.7%
+57.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.6% | -3.1% |
| 7D | +2.1% | -13.4% | +15.6% | +3.6% |
| 30D | +32.9% | -14.0% | +46.9% | +34.7% |
| 3M | +20.3% | +4.9% | +15.5% | +18.9% |
| 6M | +36.8% | +42.0% | -5.3% | +30.3% |
| YTD | +8.1% | +45.1% | -37.0% | +2.4% |
| 1Y | +8.3% | +33.1% | -24.8% | +3.3% |
| 3Y | -3.2% | +40.6% | -43.9% | -9.5% |
| 5Y | +1.7% | -67.5% | +69.2% | +1.1% |
| All | +5.0% | -52.7% | +57.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling